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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Franses, Philip Hans"
~person:"Jarrow, Robert A."
~person:"Lambertini, Luca"
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Franses, Philip Hans
Jarrow, Robert A.
Lambertini, Luca
Rogers, Leonard C. G.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
64
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Tinbergen Institute
22
Economics letters
22
Quaderni DSE Working Paper
17
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
12
Johnson School Research Paper Series
12
Review of derivatives research
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
International journal of forecasting
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Econometric reviews
8
Journal of forecasting
7
Finance research letters
6
Journal of applied econometrics
6
Journal of econometrics
6
Mathematics and financial economics
6
The economics of vertically differentiated markets
6
The quarterly journal of finance
6
Journal of financial and quantitative analysis : JFQA
5
Keio economic studies
5
Regional science & urban economics
5
Research in economics : an international review of economics
5
Research memorandum series / Tinbergen Instituut
5
Research paper / University of Melbourne, Department of Economics
5
Annual review of financial economics
4
Discussion papers / Centre for Industrial Economics, Institute of Economics, University of Copenhagen
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of banking & finance
4
Journal of economic surveys
4
Journal of economics
4
Oxford bulletin of economics and statistics
4
Quaderni - Working Paper DSE N°
4
Rotterdam Institute for Business Economic Studies
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The journal of finance : the journal of the American Finance Association
4
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ECONIS (ZBW)
11
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1
The effect of trading futures on short sale constraints
Jarrow, Robert A.
;
Protter, Philip E.
;
Pulido, Sergio
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
Saved in:
2
The meaning of market efficiency
Jarrow, Robert A.
;
Larsson, Martin
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009554696
Saved in:
3
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
4
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
Saved in:
5
Default risk and diversification : theory and empirical implications
Jarrow, Robert A.
;
Lando, David
;
Yu, Fan
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10002582739
Saved in:
6
Put option premiums and coherent risk measures
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 135-142
Persistent link: https://www.econbiz.de/10001686241
Saved in:
7
The liquidity discount
Subramanian, Ajay
;
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 447-474
Persistent link: https://www.econbiz.de/10001620449
Saved in:
8
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Saved in:
9
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
10
Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
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